Why isn't my smoke simulation interacting with other objects properly?
You have a normal collision above the Smoke collision, and it seems to be messing things up. I removed both and re-added just the smoke collision, and the simulation appeared to work flawlessly, no smoke came outside of the walls.

Before:



After:



I can replicate this issue by adding a standard collision to the object, then adding the smoke collision. If you reverse the order it works perfectly fine. This appears to be some sort of collision priority conflict or bug. As long as you add the Smoke Collision first it should work as expected.